DZ Bank Call 95 NEM 21.06.2024
/ DE000DJ6YKW5
DZ Bank Call 95 NEM 21.06.2024/ DE000DJ6YKW5 /
| 23/05/2024 08:18:59 |
Chg.+0.02 |
Bid11:04:07 |
Ask11:04:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
+1.80% |
1.69
Bid Size: 5,000 |
1.79
Ask Size: 5,000 |
NEMETSCHEK SE O.N. |
95.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
DJ6YKW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
24/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
69.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.29 |
| Parity: |
-3.35 |
| Time value: |
1.32 |
| Break-even: |
96.32 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.30 |
| Spread %: |
29.41% |
| Delta: |
0.33 |
| Theta: |
-0.04 |
| Omega: |
22.87 |
| Rho: |
0.02 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+135.42% |
| 1 Month |
|
|
+145.65% |
| 3 Months |
|
|
-68.70% |
| YTD |
|
|
-51.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
0.41 |
| 1M High / 1M Low: |
1.11 |
0.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
08/02/2024 |
4.99 |
| Low (YTD): |
03/05/2024 |
0.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85,837.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
